@quantform/core 0.7.21 → 0.7.24

package/lib/strategy.d.ts

@@ -1,15 +0,0 @@
-import { Observable } from 'rxjs';
-import { Dependency } from './module';
-export type Descriptor = () => Observable<unknown>;
-export declare let before: (descriptor: Descriptor) => void;
-export declare let behavior: (descriptor: Descriptor) => void;
-export declare let after: (descriptor: Descriptor) => void;
-export declare function strategy(descriptor: () => Dependency[]): {
-    dependencies: Dependency[];
-    description: {
-        before: Descriptor[];
-        behavior: Descriptor[];
-        after: Descriptor[];
-    };
-};
-//# sourceMappingURL=strategy.d.ts.map

package/lib/strategy.d.ts.map

@@ -1 +0,0 @@
-{"version":3,"file":"strategy.d.ts","sourceRoot":"","sources":["../src/strategy.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,UAAU,EAAM,MAAM,MAAM,CAAC;AAEtC,OAAO,EAAE,UAAU,EAAE,MAAM,UAAU,CAAC;AAEtC,MAAM,MAAM,UAAU,GAAG,MAAM,UAAU,CAAC,OAAO,CAAC,CAAC;AAEnD,eAAO,IAAI,MAAM,EAAE,CAAC,UAAU,EAAE,UAAU,KAAK,IAAI,CAAC;AACpD,eAAO,IAAI,QAAQ,EAAE,CAAC,UAAU,EAAE,UAAU,KAAK,IAAI,CAAC;AACtD,eAAO,IAAI,KAAK,EAAE,CAAC,UAAU,EAAE,UAAU,KAAK,IAAI,CAAC;AAEnD,wBAAgB,QAAQ,CAAC,UAAU,EAAE,MAAM,UAAU,EAAE;;;;;;;EAyBtD"}

package/lib/strategy.js

@@ -1,26 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.strategy = exports.after = exports.behavior = exports.before = void 0;
-const rxjs_1 = require("rxjs");
-function strategy(descriptor) {
-    const description = {
-        before: Array.of(),
-        behavior: Array.of(),
-        after: Array.of()
-    };
-    exports.before = descriptor => description.before.push(descriptor);
-    exports.behavior = descriptor => description.behavior.push(descriptor);
-    exports.after = descriptor => description.after.push(descriptor);
-    const dependencies = descriptor();
-    if (!description.before.length) {
-        description.before.push(() => (0, rxjs_1.of)(true));
-    }
-    if (!description.after.length) {
-        description.after.push(() => (0, rxjs_1.of)(true));
-    }
-    return {
-        dependencies,
-        description
-    };
-}
-exports.strategy = strategy;

package/lib/strategy.spec.d.ts

@@ -1,2 +0,0 @@
-export {};
-//# sourceMappingURL=strategy.spec.d.ts.map

package/lib/strategy.spec.d.ts.map

@@ -1 +0,0 @@
-{"version":3,"file":"strategy.spec.d.ts","sourceRoot":"","sources":["../src/strategy.spec.ts"],"names":[],"mappings":""}

package/lib/strategy.spec.js

@@ -1,34 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-const rxjs_1 = require("rxjs");
-const strategy_1 = require("./strategy");
-describe(strategy_1.strategy.name, () => {
-    let fixtures;
-    beforeEach(() => {
-        fixtures = getFixtures();
-    });
-    test('happy path', () => {
-        const sut = (0, strategy_1.strategy)(() => {
-            (0, strategy_1.before)(() => (0, rxjs_1.of)('before'));
-            (0, strategy_1.behavior)(() => (0, rxjs_1.of)('behavior 1'));
-            (0, strategy_1.behavior)(() => (0, rxjs_1.of)('behavior 2'));
-            (0, strategy_1.after)(() => (0, rxjs_1.of)('after'));
-            return fixtures.given.dependencies();
-        });
-        expect(sut.dependencies).toEqual(expect.arrayContaining(fixtures.given.dependencies()));
-        expect(sut.description).toEqual({
-            before: [expect.any(Function)],
-            behavior: [expect.any(Function), expect.any(Function)],
-            after: [expect.any(Function)]
-        });
-    });
-});
-function getFixtures() {
-    return {
-        given: {
-            dependencies() {
-                return [];
-            }
-        }
-    };
-}

package/lib/when-socket.d.ts

@@ -1,8 +0,0 @@
-import { Observable } from 'rxjs';
-export declare function whenSocket(url: string, options?: {
-    pingInterval?: number;
-}): [Observable<{
-    timestamp: number;
-    payload: unknown;
-}>, (message: unknown) => void];
-//# sourceMappingURL=when-socket.d.ts.map

package/lib/when-socket.d.ts.map

@@ -1 +0,0 @@
-{"version":3,"file":"when-socket.d.ts","sourceRoot":"","sources":["../src/when-socket.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,UAAU,EAAE,MAAM,MAAM,CAAC;AAMlC,wBAAgB,UAAU,CACxB,GAAG,EAAE,MAAM,EACX,OAAO,GAAE;IAAE,YAAY,CAAC,EAAE,MAAM,CAAA;CAA2B,GAC1D,CAAC,UAAU,CAAC;IAAE,SAAS,EAAE,MAAM,CAAC;IAAC,OAAO,EAAE,OAAO,CAAA;CAAE,CAAC,EAAE,CAAC,OAAO,EAAE,OAAO,KAAK,IAAI,CAAC,CAmDnF"}

package/lib/when-socket.js

@@ -1,53 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.whenSocket = void 0;
-const rxjs_1 = require("rxjs");
-const ws_1 = require("ws");
-const use_logger_1 = require("./use-logger");
-const use_timestamp_1 = require("./use-timestamp");
-function whenSocket(url, options = { pingInterval: 5000 }) {
-    const { debug } = (0, use_logger_1.useLogger)('whenSocket');
-    const message = new rxjs_1.Observable(stream => {
-        const socket = new ws_1.WebSocket(url);
-        let isAlive = false;
-        let interval;
-        socket.onmessage = it => stream.next({ timestamp: (0, use_timestamp_1.useTimestamp)(), payload: JSON.parse(it.data) });
-        socket.onerror = it => {
-            clearInterval(interval);
-            debug('errored', url);
-            stream.error(it);
-        };
-        socket.onclose = () => {
-            debug('closed', url);
-            clearInterval(interval);
-            stream.error();
-        };
-        socket.onopen = () => {
-            debug('opened', url);
-            isAlive = true;
-            interval = setInterval(() => {
-                if (isAlive) {
-                    isAlive = false;
-                    socket.ping();
-                }
-                else {
-                    socket.terminate();
-                    clearInterval(interval);
-                }
-            }, options.pingInterval);
-            socket.on('pong', () => {
-                isAlive = true;
-            });
-            socket.on('ping', () => {
-                isAlive = true;
-                socket.pong();
-            });
-        };
-        return () => {
-            socket.terminate();
-            clearInterval(interval);
-        };
-    });
-    return [message, (message) => JSON.stringify(message)];
-}
-exports.whenSocket = whenSocket;

package/lib/with-memo.d.ts

@@ -1,5 +0,0 @@
-import { Observable } from 'rxjs';
-import { dependency } from './use-hash';
-export declare function withMemo<T extends Array<dependency>, U>(fn: (...args: T) => U): (...args: T) => U;
-export declare function withMemo<T extends Array<dependency>, U>(fn: (...args: T) => Observable<U>): (...args: T) => Observable<U>;
-//# sourceMappingURL=with-memo.d.ts.map

package/lib/with-memo.d.ts.map

@@ -1 +0,0 @@
-{"version":3,"file":"with-memo.d.ts","sourceRoot":"","sources":["../src/with-memo.ts"],"names":[],"mappings":"AAAA,OAAO,EAAgB,UAAU,EAAe,MAAM,MAAM,CAAC;AAK7D,OAAO,EAAE,UAAU,EAAE,MAAM,YAAY,CAAC;AAGxC,wBAAgB,QAAQ,CAAC,CAAC,SAAS,KAAK,CAAC,UAAU,CAAC,EAAE,CAAC,EACrD,EAAE,EAAE,CAAC,GAAG,IAAI,EAAE,CAAC,KAAK,CAAC,GACpB,CAAC,GAAG,IAAI,EAAE,CAAC,KAAK,CAAC,CAAC;AACrB,wBAAgB,QAAQ,CAAC,CAAC,SAAS,KAAK,CAAC,UAAU,CAAC,EAAE,CAAC,EACrD,EAAE,EAAE,CAAC,GAAG,IAAI,EAAE,CAAC,KAAK,UAAU,CAAC,CAAC,CAAC,GAChC,CAAC,GAAG,IAAI,EAAE,CAAC,KAAK,UAAU,CAAC,CAAC,CAAC,CAAC"}

package/lib/with-memo.js

@@ -1,20 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.withMemo = void 0;
-const rxjs_1 = require("rxjs");
-const uuid_1 = require("uuid");
-const module_1 = require("./module");
-const operators_1 = require("./operators");
-const use_memo_1 = require("./use-memo");
-function withMemo(fn) {
-    (0, module_1.throwWithContext)();
-    const uniqueId = (0, uuid_1.v4)();
-    return (...args) => (0, use_memo_1.useMemo)(() => {
-        const value = fn(...args);
-        if ((0, rxjs_1.isObservable)(value)) {
-            return value.pipe((0, operators_1.asReadonly)(), (0, rxjs_1.shareReplay)(1));
-        }
-        return value;
-    }, [uniqueId, ...args]);
-}
-exports.withMemo = withMemo;

package/lib/with-memo.spec.d.ts

@@ -1,2 +0,0 @@
-export {};
-//# sourceMappingURL=with-memo.spec.d.ts.map

package/lib/with-memo.spec.d.ts.map

@@ -1 +0,0 @@
-{"version":3,"file":"with-memo.spec.d.ts","sourceRoot":"","sources":["../src/with-memo.spec.ts"],"names":[],"mappings":""}

package/lib/with-memo.spec.js

@@ -1,47 +0,0 @@
-"use strict";
-var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
-    function adopt(value) { return value instanceof P ? value : new P(function (resolve) { resolve(value); }); }
-    return new (P || (P = Promise))(function (resolve, reject) {
-        function fulfilled(value) { try { step(generator.next(value)); } catch (e) { reject(e); } }
-        function rejected(value) { try { step(generator["throw"](value)); } catch (e) { reject(e); } }
-        function step(result) { result.done ? resolve(result.value) : adopt(result.value).then(fulfilled, rejected); }
-        step((generator = generator.apply(thisArg, _arguments || [])).next());
-    });
-};
-Object.defineProperty(exports, "__esModule", { value: true });
-const make_test_module_1 = require("./make-test-module");
-const instrument_1 = require("./instrument");
-const with_memo_1 = require("./with-memo");
-describe(with_memo_1.withMemo.name, () => {
-    let fixtures;
-    beforeEach(() => __awaiter(void 0, void 0, void 0, function* () {
-        fixtures = yield getFixtures();
-    }));
-    test('memorize same values for same arguments', () => {
-        const { act, getValue } = fixtures;
-        act(() => {
-            const value1 = getValue((0, instrument_1.instrumentOf)('binance:btc-usdt'));
-            const value2 = getValue((0, instrument_1.instrumentOf)('binance:btc-usdt'));
-            expect(Object.is(value1, value2)).toBeTruthy();
-        });
-    });
-    test('memorize different values for different arguments', () => {
-        const { act, getValue } = fixtures;
-        act(() => {
-            const value1 = getValue((0, instrument_1.instrumentOf)('binance:btc-usdt'));
-            const value2 = getValue((0, instrument_1.instrumentOf)('binance:btc-busd'));
-            expect(value1).toEqual('binance:btc-usdt');
-            expect(value2).toEqual('binance:btc-busd');
-        });
-    });
-});
-function getFixtures() {
-    return __awaiter(this, void 0, void 0, function* () {
-        const { act } = yield (0, make_test_module_1.makeTestModule)([]);
-        const getValue = (0, with_memo_1.withMemo)((instrument) => instrument.id);
-        return {
-            act,
-            getValue: act(() => (instrument) => getValue(instrument))
-        };
-    });
-}

package/src/asset/asset.spec.ts

@@ -1,70 +0,0 @@
-import { Asset, assetOf, AssetSelector } from '@lib/component';
-import { d } from '@lib/shared';
-
-describe(Asset.name, () => {
-  test('should construct a new asset', () => {
-    const sut = new Asset('abc', 'xyz', 4);
-
-    expect(sut.name).toEqual('abc');
-    expect(sut.adapterName).toEqual('xyz');
-    expect(sut.scale).toEqual(4);
-    expect(sut.tickSize).toEqual(d(0.0001));
-    expect(sut.floor(d(1.1234567))).toEqual(d(1.1234));
-    expect(sut.ceil(d(1.1234567))).toEqual(d(1.1235));
-    expect(sut.id).toEqual('xyz:abc');
-  });
-
-  test('should throw for missing asset name', () => {
-    const fn = () => new Asset('xyz', '', 5);
-
-    expect(fn).toThrowError();
-  });
-
-  test('should throw for missing adapter name', () => {
-    const fn = () => new Asset('', 'xyz', 5);
-
-    expect(fn).toThrowError();
-  });
-});
-
-describe(AssetSelector.name, () => {
-  test('should construct a new asset selector from unified string', () => {
-    const sut = assetOf('xyz:abc');
-
-    expect(sut.name).toEqual('abc');
-    expect(sut.adapterName).toEqual('xyz');
-    expect(sut.id).toEqual('xyz:abc');
-  });
-
-  test('should instantiate proper asset selector capital case', () => {
-    const sut = assetOf('XYZ:ABC');
-
-    expect(sut.name).toEqual('abc');
-    expect(sut.adapterName).toEqual('xyz');
-    expect(sut.id).toEqual('xyz:abc');
-  });
-
-  test('should throw invalid format message for missing separator', () => {
-    const fn = () => assetOf('xyzabc');
-
-    expect(fn).toThrowError();
-  });
-
-  test('should throw for multiple separators', () => {
-    const fn = () => assetOf('xyz:abc:');
-
-    expect(fn).toThrowError();
-  });
-
-  test('should throw for missing asset name', () => {
-    const fn = () => assetOf('xyz:');
-
-    expect(fn).toThrowError();
-  });
-
-  test('should throw for missing adapter name', () => {
-    const fn = () => assetOf(':abc');
-
-    expect(fn).toThrowError();
-  });
-});

package/src/asset/asset.ts

@@ -1,89 +0,0 @@
-import { InvalidArgumentsError, InvalidAssetSelectorError } from '@lib/component';
-import { d, decimal } from '@lib/shared';
-
-export const AssetSelectorSeparator = ':';
-
-export class MissingAssetError extends Error {
-  constructor(asset: AssetSelector) {
-    super(`Missing asset: ${asset}`);
-  }
-}
-
-/**
- * Supposed to query specific @see Asset based on string notation.
- */
-export class AssetSelector {
-  readonly id: string;
-  readonly name: string;
-  readonly adapterName: string;
-
-  constructor(name: string, adapterName: string) {
-    if (!name?.length) {
-      throw new InvalidArgumentsError({ name });
-    }
-
-    if (!adapterName?.length) {
-      throw new InvalidArgumentsError({ adapterName });
-    }
-
-    this.name = name.toLowerCase();
-    this.adapterName = adapterName.toLowerCase();
-    this.id = `${this.adapterName}${AssetSelectorSeparator}${this.name}`;
-  }
-
-  toString() {
-    return this.id;
-  }
-}
-
-/**
- * Creates @see AssetSelector based on unified string notation.
- */
-export function assetOf(selector: string): AssetSelector {
-  const [adapterName, name, ...rest] = selector.split(AssetSelectorSeparator);
-
-  if (!adapterName || !name || rest.length) {
-    throw new InvalidAssetSelectorError(selector);
-  }
-
-  return new AssetSelector(name, adapterName);
-}
-
-/**
- * Represents a security that you can trade or hold in your wallet.
- * For example, you can combine two trading assets to create a trading instrument.
- */
-export class Asset extends AssetSelector {
-  readonly tickSize: decimal;
-
-  constructor(name: string, adapterName: string, public readonly scale: number) {
-    super(name, adapterName);
-
-    if (scale && (scale < 0 || Number.isNaN(scale))) {
-      throw new InvalidArgumentsError({ scale });
-    }
-
-    this.tickSize = d(1.0).div(Math.pow(10, this.scale));
-  }
-
-  /**
-   * Formats a number to string with fixed number of decimal places.
-   */
-  fixed(number: decimal): string {
-    return number.toFixed(this.scale);
-  }
-
-  /**
-   * Rounds down a number to the asset precision.
-   */
-  floor(number: decimal): decimal {
-    return number.toFloor(this.scale);
-  }
-
-  /**
-   * Rounds up a number to the asset precision.
-   */
-  ceil(number: decimal): decimal {
-    return number.toCeil(this.scale);
-  }
-}

package/src/asset/index.ts

@@ -1 +0,0 @@
-export * from '@lib/asset/asset';

package/src/component/distinct-until-timesamp-changed.ts

@@ -1,11 +0,0 @@
-import { filter, Observable, tap } from 'rxjs';
-
-export function distinctUntilTimestampChanged<T extends { timestamp: number }>() {
-  let prevTimestamp: number | undefined;
-
-  return (stream: Observable<T>) =>
-    stream.pipe(
-      filter(it => prevTimestamp === undefined || it.timestamp > prevTimestamp),
-      tap(it => (prevTimestamp = it.timestamp))
-    );
-}

package/src/component/error.ts

@@ -1,32 +0,0 @@
-import { decimal } from '@lib/shared';
-
-export class InsufficientFundsError extends Error {
-  constructor(assetName: string, requiredAmount: decimal, availableAmount: decimal) {
-    super(
-      `insufficient funds of ${assetName} has: ${availableAmount.toString()} requires: ${requiredAmount.toString()}`
-    );
-  }
-}
-
-export class InvalidArgumentsError extends Error {
-  constructor(argName: Record<string, unknown>) {
-    super(`invalid arguments: ${argName}`);
-  }
-}
-
-export class InvalidAssetSelectorError extends Error {
-  constructor(selector: string) {
-    super(`invalid asset selector: ${selector}`);
-  }
-}
-export class InvalidInstrumentSelectorError extends Error {
-  constructor(selector: string) {
-    super(`invalid instrument selector: ${selector}`);
-  }
-}
-
-export class AdapterMismatchError extends Error {
-  constructor() {
-    super('adapters must be the same');
-  }
-}

package/src/component/index.ts

@@ -1,7 +0,0 @@
-export * from '@lib/asset';
-export * from '@lib/component/error';
-export * from '@lib/component/ohlc';
-export * from '@lib/component/ohlc-operator';
-export * from '@lib/instrument';
-export * from '@lib/component/timeframe';
-export * from '@lib/component/distinct-until-timesamp-changed';

package/src/component/ohlc-operator.spec.ts

@@ -1,125 +0,0 @@
-import { from } from 'rxjs';
-
-import { mergeOhlc, Ohlc, ohlc, ohlcCompleted } from '@lib/component';
-import { d } from '@lib/shared';
-
-describe(ohlc.name, () => {
-  test('should aggregate and pipe ohlc updates', done => {
-    const input$ = from([
-      { timestamp: 1, rate: d(1) },
-      { timestamp: 2, rate: d(2) },
-      { timestamp: 3, rate: d(3) },
-      { timestamp: 4, rate: d.Zero },
-      { timestamp: 5, rate: d(7) },
-      { timestamp: 6, rate: d(8) }
-    ]);
-
-    const output = [
-      new Ohlc(0, d(1), d(1), d(1), d(1)),
-      new Ohlc(0, d(1), d(2), d(1), d(2)),
-      new Ohlc(0, d(1), d(3), d(1), d(3)),
-      new Ohlc(0, d(1), d(3), d.Zero, d.Zero),
-      new Ohlc(5, d.Zero, d(7), d(7), d(7)),
-      new Ohlc(5, d.Zero, d(8), d(7), d(8))
-    ].reverse();
-
-    input$.pipe(ohlc(5, it => it.rate)).subscribe({
-      next: it => {
-        expect(it).toEqual(output.pop());
-        if (output.length === 0) {
-          done();
-        }
-      }
-    });
-  });
-});
-
-describe(ohlcCompleted.name, () => {
-  test('should aggregate and pipe distinct completed ohlc', done => {
-    const input$ = from([
-      { timestamp: 1, rate: d(1) },
-      { timestamp: 2, rate: d(2) },
-      { timestamp: 3, rate: d(3) },
-      { timestamp: 4, rate: d.Zero },
-      { timestamp: 5, rate: d(7) },
-      { timestamp: 6, rate: d(8) }
-    ]);
-
-    input$
-      .pipe(
-        ohlc(5, it => it.rate),
-        ohlcCompleted()
-      )
-      .subscribe({
-        next: it => {
-          expect(it).toEqual(new Ohlc(0, d(1), d(3), d.Zero, d.Zero));
-          done();
-        }
-      });
-  });
-});
-
-describe(mergeOhlc.name, () => {
-  test('should pipe and merge ohlc from history', done => {
-    const history$ = from([
-      new Ohlc(1, d(1), d(1.5), d(0.5), d(2)),
-      new Ohlc(2, d(2), d(2.5), d(1.5), d(3)),
-      new Ohlc(3, d(3), d(3.5), d(2.5), d(4))
-    ]);
-
-    const input$ = from([
-      { timestamp: 3, rate: d(5) },
-      { timestamp: 4, rate: d(3) },
-      { timestamp: 5, rate: d(4) }
-    ]);
-
-    const output = [
-      new Ohlc(1, d(1), d(1.5), d(0.5), d(2)),
-      new Ohlc(2, d(2), d(2.5), d(1.5), d(3)),
-      new Ohlc(3, d(3), d(5), d(2.5), d(5)),
-      new Ohlc(4, d(5), d(3), d(3), d(3)),
-      new Ohlc(5, d(3), d(4), d(4), d(4))
-    ].reverse();
-
-    input$.pipe(mergeOhlc(1, it => it.rate, history$)).subscribe({
-      next: it => {
-        expect(it).toEqual(output.pop());
-        if (output.length === 0) {
-          done();
-        }
-      }
-    });
-  });
-
-  test('should pipe and not merge ohlc from history', done => {
-    const history$ = from([
-      new Ohlc(1, d(1), d(1.5), d(0.5), d(2)),
-      new Ohlc(2, d(2), d(2.5), d(1.5), d(3)),
-      new Ohlc(3, d(3), d(3.5), d(2.5), d(4))
-    ]);
-
-    const input$ = from([
-      { timestamp: 4, rate: d(5) },
-      { timestamp: 5, rate: d(3) },
-      { timestamp: 6, rate: d(4) }
-    ]);
-
-    const output = [
-      new Ohlc(1, d(1), d(1.5), d(0.5), d(2)),
-      new Ohlc(2, d(2), d(2.5), d(1.5), d(3)),
-      new Ohlc(3, d(3), d(3.5), d(2.5), d(4)),
-      new Ohlc(4, d(4), d(5), d(5), d(5)),
-      new Ohlc(5, d(5), d(3), d(3), d(3)),
-      new Ohlc(6, d(3), d(4), d(4), d(4))
-    ].reverse();
-
-    input$.pipe(mergeOhlc(1, it => it.rate, history$)).subscribe({
-      next: it => {
-        expect(it).toEqual(output.pop());
-        if (output.length === 0) {
-          done();
-        }
-      }
-    });
-  });
-});